Forthcoming

Estimation and Prediction for the Half-Normal Distribution based on Progressively Type-II Censored Samples

Accepted - May 2022

Authors

Keywords:

confidence intervals, half-normal distribution, maximum likelihood estimator, Monte Carlo simulation, pivotal estimator, prediction, predictive interval, progressively censoring, uncorrected likelihood ratio

Abstract

In this paper, estimation and prediction problems are discussed for the half-normal distribution under a progressively Type-II censoring scheme. This study focuses on two statistical inferential problems. In the first part of the study, several point estimators and confidence intervals are obtained for the scale parameter of the half-normal distribution. In the second part, several predictors and predictive intervals are derived for the removed failure times. A Monte Carlo simulation study is performed to discuss the mean squared error (mean squared prediction errors) and bias of estimates (predictors). The coverage probabilities and average length of the confidence and predictive intervals are simulated and a numerical example is provided.

Published

2022-05-21

How to Cite

Sert , S., A. S. Abusaif, İhab, Akgenç , E., Karakaya , K., & Kuş, C. (2022). Estimation and Prediction for the Half-Normal Distribution based on Progressively Type-II Censored Samples: Accepted - May 2022. REVSTAT-Statistical Journal. Retrieved from https://revstat.ine.pt/index.php/REVSTAT/article/view/485

Issue

Section

Forthcoming Paper